+447.8%
SCHG vs AVAV
+519.3%
-71.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | +1.4% | -2.5% | -1.3% |
| 30D | -1.3% | -24.3% | +23.0% | +2.6% |
| 3M | +5.4% | -20.1% | +25.6% | +7.8% |
| 6M | +14.4% | -29.4% | +43.8% | +18.1% |
| YTD | +8.0% | -39.3% | +47.4% | +12.2% |
| 1Y | +12.7% | -39.3% | +52.1% | +16.2% |
| 3Y | +85.6% | +29.5% | +56.1% | +61.4% |
| 5Y | +85.5% | +56.3% | +29.2% | +50.0% |
| All | +447.8% | +519.3% | -71.5% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling